vRngPoissonV

Generates Poisson distributed random values with varying mean.

Syntax

FORTRAN:

status = virngpoissonv( method, stream, n, r, lambda )

status = viRngPoissonV( method, stream, n, r, lambda );

Include Files

FORTRAN 77: mkl_vsl.f77
Fortran 90: mkl_vsl.f90
C: mkl_vsl_functions.h

Input Parameters

Name	Type	Description
method	FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int	Generation method. The specific value is as follows: `VSL_RNG_METHOD_POISSONV_POISNORM` See brief description of the POISNORM method in Table "Values of `<method>` in method parameter"
stream	FORTRAN 77: INTEGER4 stream(2) Fortran 90:* TYPE (VSL_STREAM_STATE), INTENT(IN) C: VSLStreamStatePtr	Fortran: Descriptor of the stream state structure. C: Pointer to the stream state structure
n	FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int	Number of random values to be generated
lambda	FORTRAN 77: DOUBLE PRECISION Fortran 90: REAL(KIND=8), INTENT(IN) C: const double*	Array of `n` distribution parameters `λ_i`.

Output Parameters

Name	Type	Description
r	FORTRAN 77: INTEGER4 Fortran 90:* INTEGER(KIND=4), INTENT(OUT) C: int*	Vector of `n` Poisson distributed random values

Name

Type

Description

FORTRAN 77: INTEGER*4

Fortran 90: INTEGER(KIND=4), INTENT(OUT)

C: int*

Vector of n Poisson distributed random values

Description

The vRngPoissonV function generates n Poisson distributed random numbers x_i(i = 1, ..., n) with distribution parameter λ_i, where λ_i∈R; λ_i > 0.

The probability distribution is given by:

The cumulative distribution function is as follows:

Return Values

VSL_ERROR_OK, VSL_STATUS_OK: Indicates no error, execution is successful.
VSL_ERROR_NULL_PTR: stream is a NULL pointer.
VSL_RNG_ERROR_BAD_STREAM: stream is not a valid random stream.
VSL_RNG_ERROR_BAD_UPDATE: Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
VSL_RNG_ERROR_NO_NUMBERS: Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED: Period of the generator has been exceeded.